Support Board
Date/Time: Thu, 28 Nov 2024 11:22:28 +0000
SCT_ORDERTYPE_LIMIT_CHASE is using Limit Orders (not chase)
View Count: 486
[2023-05-11 23:38:04] |
User807771 - Posts: 12 |
I'm using ASCIL to fill my orders and I would like to use Limit_Chase orders. I've coded Limit Chase orders to be used, but I can only get them to function if I go to the Trade Window (M -> Orders -> Use Limit Chase Orders).. Otherwise, I get normal Limit orders despite using the SCT_ORDERTYPE_LIMIT_CHASE order type. I really do not want 'Limit Chase' to be globally used from the trade window. Is there a way to enforce Limit Chase Orders from my study? |
[2023-05-12 08:28:08] |
Sierra_Chart Engineering - Posts: 17201 |
You should not have to enable that option. Provide us the code that is submitting the order so we can test.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2023-05-12 12:08:57] |
User807771 - Posts: 12 |
Attached is the file. 99% of this code is the from one of the example files. I've pulled out the order block code here in case you immediately see a glaring problem. s_SCNewOrder Order; Order.Price1 = r_OrderPrice; Order.OrderType = SCT_ORDERTYPE_LIMIT_CHASE; Order.OrderQuantity = sc.TradeWindowOrderQuantity; int Result = static_cast<int>(sc.SellOrder(Order)); if (Result > 0) { } |
TradingExample.cpp - Attached On 2023-05-12 11:53:02 UTC - Size: 14.93 KB - 92 views Attachment Deleted. |
[2023-05-15 12:40:02] |
Sierra_Chart Engineering - Posts: 17201 |
The only conclusion, is that code is not actually what is executing. Make sure you rebuild the custom study using that actual source code. No trouble submitting that order type from ACSIL. This is the result: Entry Time Last Activity Time Symbol Status Internal Order ID Order Type Buy/Sell Open/Close Order Quantity Price Price 2 Filled Quantity Average Fill Price Parent Internal Order ID Time in Force Good Till DateTime Service Order ID Trade Account Link ID OCO ID LastOrderActionSource Client Order ID Exchange Order ID Text Tag TrailOrderOffset TrailOrderStepAmount
2023-05-15 08:39:17.525 2023-05-15 08:39:35.514 [Sim]SPY Open 39812 Limit Chase Buy Open 4 412.33 0.00 0 0.00 0 Good till Canceled 39812 Sim1 0 0 Simulated order modify complete 0.00 0.00 Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-05-15 12:48:11
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[2023-05-15 16:18:39] |
User807771 - Posts: 12 |
I have tried renaming the file, creating a new dll and testing it on a clean chartbook. I also sent the cpp to another user to rebuild on their machine to ensure that the correct code is executing. However - and I'm still having the same issue where its placing normal limit orders. I went through and tested deleting the various trading flags like "sc.UseGUIAttachedOrderSetting = 1;" just to see if there was some linkage that I was missing without effect. Other than that setting that changes all limit orders to limit chase off the Trade Window - are there any other flags or settings that I may be overlooking? |
LimitOrder.png / V - Attached On 2023-05-15 15:21:20 UTC - Size: 2.33 KB - 68 views |
[2023-05-15 16:24:08] |
Sierra_Chart Engineering - Posts: 17201 |
Are you sure that is the order submitted by the trading study?
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2023-05-15 17:31:00] |
User807771 - Posts: 12 |
Yes - I'm confident that the order is submitted by the trading study. I whittled the code down and removed all of the sc.MenuEventID elements (The study was enabling the user to enter orders based upon right clicking the menu). For some reason, removing all of the sc.MenuEventID commands allowed the Limit Chase to work correctly. I recognize that this absolutory makes zero sense - so I'm going to continue look hard for some logic error. That said, because the 99% of the code is based on one of the examples, I do not readily expect to find one. |
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